Mean-variance optimal portfolios in the presence of a benchmark with applications to fraud detection (Q2514719)
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scientific article; zbMATH DE number 6395716
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| English | Mean-variance optimal portfolios in the presence of a benchmark with applications to fraud detection |
scientific article; zbMATH DE number 6395716 |
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Mean-variance optimal portfolios in the presence of a benchmark with applications to fraud detection (English)
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3 February 2015
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mean-variance
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fraud detection
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optimal portfolio
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correlation constraints
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0.7704699635505676
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0.7635090351104736
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0.7561880350112915
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0.7556189894676208
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0.7544489502906799
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